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Fidelity Global Quality Income UCITS ETF (Inc) USD (FGQI.L) Sharpe Ratio: 2.05

ETF · Currency in USD · Last updated Jun 5, 2026

Fidelity Global Quality Income UCITS ETF seeks to track the performance of the Fidelity Global Quality Income Index, which selects dividend-paying large- and mid-cap stocks from developed markets that exhibit quality characteristics such as strong profitability, stable cash flows, and sustainable payout ratios. The fund follows a distributing share class denominated in USD and provides diversified global equity exposure with a focus on income generation.

FGQI.L's Sharpe Ratio of 2.05 indicates that for each unit of volatility, it generates 2.05 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

FGQI.L Sharpe Ratio Rank

FGQI.L Sharpe Ratio Rank: 62.462
Above Average

FGQI.L ranks above 62.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

FGQI.L Sharpe Ratio Market Positioning

The chart shows FGQI.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.87 or lower
  • Yellow zone (middle 50%): 0.87 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.60+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Fidelity Global Quality Income UCITS ETF (Inc) USD's Sharpe Ratio with other ETFs in the Global Equity Income, Dividend category across multiple time periods, showing how FGQI.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XGSD.LXtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D3.93
WQDS.LiShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)3.19
TDGB.LVanEck Morningstar Developed Markets Dividend Leaders UCITS ETF3.15
FGQD.LFidelity Global Quality Income ETF3.01
VHYD.LVanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing2.55
FUQA.LFidelity US Quality Income ETF Acc2.43
DGRG.LWisdomTree US Quality Dividend Growth UCITS ETF - USD Acc2.38
VHYA.LVanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation2.36
DGRP.LWisdomTree US Quality Dividend Growth UCITS ETF - USD2.36
FUSD.LFidelity US Quality Income ETF Inc2.30
FGQI.LFidelity Global Quality Income UCITS ETF (Inc) USD2.05

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FGQI.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FGQI.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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